CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5242 |
1.5217 |
-0.0025 |
-0.2% |
1.5518 |
| High |
1.5283 |
1.5255 |
-0.0028 |
-0.2% |
1.5561 |
| Low |
1.5194 |
1.5129 |
-0.0065 |
-0.4% |
1.5129 |
| Close |
1.5228 |
1.5187 |
-0.0041 |
-0.3% |
1.5187 |
| Range |
0.0089 |
0.0126 |
0.0037 |
41.6% |
0.0432 |
| ATR |
0.0123 |
0.0123 |
0.0000 |
0.2% |
0.0000 |
| Volume |
81,272 |
79,042 |
-2,230 |
-2.7% |
409,401 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5568 |
1.5504 |
1.5256 |
|
| R3 |
1.5442 |
1.5378 |
1.5222 |
|
| R2 |
1.5316 |
1.5316 |
1.5210 |
|
| R1 |
1.5252 |
1.5252 |
1.5199 |
1.5221 |
| PP |
1.5190 |
1.5190 |
1.5190 |
1.5175 |
| S1 |
1.5126 |
1.5126 |
1.5175 |
1.5095 |
| S2 |
1.5064 |
1.5064 |
1.5164 |
|
| S3 |
1.4938 |
1.5000 |
1.5152 |
|
| S4 |
1.4812 |
1.4874 |
1.5118 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6588 |
1.6320 |
1.5425 |
|
| R3 |
1.6156 |
1.5888 |
1.5306 |
|
| R2 |
1.5724 |
1.5724 |
1.5266 |
|
| R1 |
1.5456 |
1.5456 |
1.5227 |
1.5374 |
| PP |
1.5292 |
1.5292 |
1.5292 |
1.5252 |
| S1 |
1.5024 |
1.5024 |
1.5147 |
1.4942 |
| S2 |
1.4860 |
1.4860 |
1.5108 |
|
| S3 |
1.4428 |
1.4592 |
1.5068 |
|
| S4 |
1.3996 |
1.4160 |
1.4949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5561 |
1.5129 |
0.0432 |
2.8% |
0.0127 |
0.8% |
13% |
False |
True |
81,880 |
| 10 |
1.5650 |
1.5129 |
0.0521 |
3.4% |
0.0134 |
0.9% |
11% |
False |
True |
81,550 |
| 20 |
1.5650 |
1.5129 |
0.0521 |
3.4% |
0.0122 |
0.8% |
11% |
False |
True |
55,103 |
| 40 |
1.5805 |
1.5129 |
0.0676 |
4.5% |
0.0115 |
0.8% |
9% |
False |
True |
27,703 |
| 60 |
1.5805 |
1.5129 |
0.0676 |
4.5% |
0.0107 |
0.7% |
9% |
False |
True |
18,484 |
| 80 |
1.5892 |
1.5129 |
0.0763 |
5.0% |
0.0104 |
0.7% |
8% |
False |
True |
13,869 |
| 100 |
1.5892 |
1.5129 |
0.0763 |
5.0% |
0.0093 |
0.6% |
8% |
False |
True |
11,096 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0082 |
0.5% |
44% |
False |
False |
9,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5791 |
|
2.618 |
1.5585 |
|
1.618 |
1.5459 |
|
1.000 |
1.5381 |
|
0.618 |
1.5333 |
|
HIGH |
1.5255 |
|
0.618 |
1.5207 |
|
0.500 |
1.5192 |
|
0.382 |
1.5177 |
|
LOW |
1.5129 |
|
0.618 |
1.5051 |
|
1.000 |
1.5003 |
|
1.618 |
1.4925 |
|
2.618 |
1.4799 |
|
4.250 |
1.4594 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5192 |
1.5243 |
| PP |
1.5190 |
1.5224 |
| S1 |
1.5189 |
1.5206 |
|